Because the church period ends when Jesus descends to gather the church. The great tribulation saints will be those who will become believers after the church has been gathered. This is that group introduced in Rev.7:9-17 which no man can count from every nation, tribe, people and language (Gentiles).
This is the same group that the beast is given authority to make war against and conquer in Rev.13:7. They are also the same group who John sees behead for their testimony of Jesus and the word of God and who would not worship the beast, his image nor received his mark. They are resurrected after Jesus returns to the earth to end the age, as revealed in Rev.20:4-6.
Simply because they will not have believed in Jesus until after the church is gathered. If they would have become believers prior to the gathering of the church, they would have belonged to the church and would also have been changed and caught up. They will probably be people who were told about Christ and the coming wrath, but did not believe.
As believers Jesus and scripture tells us to be watching, ready, looking for His appearing. It's called "the blessed hope." Because these people will not have believed, neither will they be longing for His appearing.
"Now there is in store for me the crown of righteousness, which the Lord, the righteous Judge, will award to me on that day--and not only to me, but also to all who have longed for his appearing."
"For the grace of God has appeared that offers salvation to all people. It teaches us to say “No” to ungodliness and worldly passions, and to live self-controlled, upright and godly lives in this present age,while we wait for the blessed hope—the appearing of the glory of our great God and Savior, Jesus Christ,who gave himself for us to redeem us from all wickedness and to purify for himself a people that are his very own, eager to do what is good."